Over 2020 to 2025 (6 years of data), PIAITEUR has tended to move short between 28.07 and 24.09, closing higher in 100.0% of those years for an average +9.88% move and an annualized Sharpe of 4.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 24.09 | Short | 100.0% | +9.88% | 4.06 | 5 |
| 27.07 → 24.09 | Short | 100.0% | +9.76% | 3.91 | 5 |
| 26.07 → 24.09 | Short | 100.0% | +9.75% | 3.79 | 5 |
| 28.07 → 25.09 | Short | 100.0% | +8.23% | 4.53 | 5 |
| 27.07 → 25.09 | Short | 100.0% | +8.13% | 5.13 | 5 |
| 28.07 → 26.09 | Short | 100.0% | +8.08% | 3.40 | 5 |
| 28.07 → 22.09 | Short | 100.0% | +6.62% | 3.44 | 5 |
| 24.07 → 22.09 | Short | 100.0% | +6.55% | 4.05 | 5 |